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1

Nishi, Hirofumi. "Market Efficiency, Arbitrage and the NYMEX Crude Oil Futures Market." Thesis, University of North Texas, 2016. https://digital.library.unt.edu/ark:/67531/metadc862846/.

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Since Engle and Granger formulated the concept of cointegration in 1987, the literature has extensively examined the unbiasedness of the commodity futures prices using the cointegration-based technique. Despite intense attention, many of the previous studies suffer from the contradicting empirical results. That is, the cointegration test and the stationarity test on the differential contradict each other. In marked contrast, my dissertation develops the no-arbitrage cost-of-carry model in the NYMEX light sweet crude oil futures market and tests stationarity of the spot-futures differential. It
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Bangaru, S. R. V. Babu. "Time series modeling of spot energy prices for strategic fuel management and gas/electricity arbitrage." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10427.

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3

Abrams, Philip. "Simulering och känslighetsanalys av ett pumpkraft-dagvattendammsystem : En utvärdering av potential för småskalig energilagring av solelsöverskott eller arbitrage." Thesis, Högskolan i Halmstad, Akademin för ekonomi, teknik och naturvetenskap, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-42111.

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The global move to more sustainable and renewable energy sources causes increased fluctuations in theelectric market. That fact combined with the Swedish regulations on micro producers make high levels ofself-use critical and have increased the interest in energy storage of energy from intermittent sources.Cooperation with Eksta AB have provided the opportunity to evaluate an innovative energy storage conceptfor a future exploitation area of around 17,2 hectares planned residential and urban area. This bachelorthesis studies the potential of using stormwater management ponds for small-scale en
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4

Nydahl, Helena, and Annica Marmolin. "Smarta elnät med fokus på energilager; en lösning till hållbar tryckluftsförsörjning inom industrin : Simulering och optimering av energilager för utjämning av intermittenta energikällor." Thesis, Karlstads universitet, Fakulteten för hälsa, natur- och teknikvetenskap (from 2013), 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-37060.

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Världens energibehov förväntas ökar samtidigt som miljökraven blir allt hårdare. För att komma till rätta med klimatförändringarna och utsläppen av växthusgaser måste användningen av fossila bränslen minska samtidigt som energieffektiviseringar och förnybara energikällor måste öka. En större andel intermittenta förnybara energikällor på elmarknaden medför utmaningar. Finns det inget elbehov då det exempelvis blåser eller när solen skiner går den producerade elen förlorad, detta leder till att produktion och konsumtion av elektricitet måste ske samtidigt. För att förnybar energi ska kunna expan
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Odin, Håkan. "Svänghjul som lastutjämning." Thesis, Mittuniversitetet, Institutionen för kemiteknik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-39271.

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Denna rapport visar på problemen i det svenska elnätet som uppstår på grund av de intermittenta energikällorna som ökar i antal vilket medför en stor variation i tillskott av energi till elnätet. Detta har gjort att el- och nätbolagen står inför stora utmaningar med möjlig kapacitetsbrist i vissa områden i framtiden samt risken för effektbrist i nätet vid vissa tidpunkter. Det har i sin tur lett till att elpriser varierar mer över dygnet och kostnaden för elleveranser ökar. En möjlig lösning på detta problem är energilagring hos elnätbolagens kunder där svänghjulstekniken är en av flera möjlig
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Börger, Reik H. "Energy-related commodity futures - statistics, models and derivatives." [S.l. : s.n.], 2007. http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-60248.

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7

Abran, Eszter, Elin Andersson, and Rova Therese Nilsson. "Battery Storage for Grid Application : A case study of implementing a Lithium-ion storage system for power peak shaving and energy arbitrage." Thesis, Uppsala universitet, Institutionen för samhällsbyggnad och industriell teknik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-443558.

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Large scale Lithium-ion battery energy storage systems (BESS) for stationary power grid application is a developing field among energy storage technologies. Predictions indicate an increased use of the technology which offers a solution to the challenges that the increasing share of intermittent energy sources causes on the power grid. The non-plannability of intermittent power production requires solutions to maintain a stable and reliable power grid. Further commercialization of BESSes is also seen as use increases for electric vehicles and other mobile use. A distribution grid owner, referr
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Salevid, Karin. "Market Requirements for Pumped Storage Profitability : Expected Costs and Modelled Price Arbitrage Revenues, Including a Case Study of Juktan." Thesis, Uppsala universitet, Elektricitetslära, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-210136.

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The rapid integration of intermittent renewable energy sources (IRES) has caused a growing demand for power system flexibility on energy markets all over Europe. Being the only commercially proven large scale energy storage technology, pumped storage hydro power (PSHP) has by several studies been suggested as an efficient solution to miti­gate the impact of IRES. However, despite the perceived technical demand profit­ability remains as a major obstacle for PSHP development. In this study, a market requirement for PSHP profitability, defined in terms of price volatility, is pre­sented. Consider
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Piccirilli, Marco. "Additive models for energy markets." Doctoral thesis, Università degli studi di Padova, 2018. http://hdl.handle.net/11577/3426712.

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This Dissertation explores the capability of additive models to describe prices in energy markets, by focusing in particular on the specific case of electricity and natural gas. In Chapter 1 we study a dynamic portfolio optimization problem designed for intraday electricity trading. In Chapter 2 we introduce a no-arbitrage tractable framework based on the Heath- Jarrow-Morton approach for a multicommodity energy forward market. Chapter 3 deals with a thorough empirical study of a two-factor model derived by the framework of Chapter 2, with an application to the German power futures marke
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Bränström, Amanda, and Jonna Söderberg. "Combining Smart Energy Storage with a Nordic PV Park : An explorative study of revenue-improving and cost-reducing battery services." Thesis, Uppsala universitet, Byggteknik och byggd miljö, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-447012.

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With global climate change as the main driver, there is an increase towards including more variable renewable energy (VRE) sources in the electricity mix. Energy production from utilizing the photovoltaic effect, or PV power, is increasing rapidly and is visioned to cover 5 – 10 % of Sweden’s electricity demand in 2040. In addition to rooftop PV production, large- scale PV production in the form of ground-mounted PV parks is gaining ground. A higher share of VRE in the power system creates new challenges as to uphold the power system stability. For a PV park owner, achieving a preferable econo
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Ribeiro, Diogo Albaneze Gomes. "Arbitragem no setor de energia elétrica." Pontifícia Universidade Católica de São Paulo, 2015. https://tede2.pucsp.br/handle/handle/6881.

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Made available in DSpace on 2016-04-26T20:23:53Z (GMT). No. of bitstreams: 1 Diogo Albaneze Gomes Ribeiro.pdf: 1427256 bytes, checksum: 040a344742e9958f178c327c9717832a (MD5) Previous issue date: 2015-09-17<br>This study aims to investigate the use of arbitration in contracts executed in the electric power sector, analyzing not only their pertinence, but, principally, their effective application in generation, distribution, transmission, and commercialization contracts of electricity. The industry, after going through a process of unbundling, that distinguished the monopolized activities lik
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MacKinnon, Ari D., Ignacio Zapiola, and Santiago Bravo. "Drafting international arbitration clauses." THĒMIS-Revista de Derecho, 2018. http://repositorio.pucp.edu.pe/index/handle/123456789/123848.

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This article offers an academic and practical overview for the drafting of international arbitration clauses, from an international Latin American approach and with special emphasis on the energy and construction industries.The authors begin by analyzing the elements of the existence of the arbitral clause and putting forward certain fundamental and general cautionary notes. Then they go on to analyze key elements to include in an arbitral clause, the elements which inclusion is recommended, the elements that might be convenient to include, and others that is best to leave out. The article end
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Roebke, Joshua. "The AdS soliton and brane world scenarios in arbitrary dimensions /." Thesis, McGill University, 2003. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=80867.

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In this thesis, we shall consider a particularly important metric known as the AdS soliton through the context of brane worlds in an arbitrary number of extra dimensions. In this regard, we take as our motivation two of the most exciting recent developments in theoretical physics; namely the AdS/CFT correspondence and the RS and ADD brane world scenarios. We examine how our understanding of branes originally developed, both as fundamental extended objects from string theory and as a phenomenologically viable description of the universe, where we are thought to reside on a brane located
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Madariaga, Lipari Andrés Eduardo. "Análisis jurisprudencial de los criterios de procedencia e improcedencia del recurso de queja deducido contra árbitros arbitradores en los fallos de la Corte de Apelaciones de Santiago entre el período de enero de 2016 a junio de 2018." Tesis, Universidad de Chile, 2019. http://repositorio.uchile.cl/handle/2250/170371.

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Memoria para optar al Grado de Licenciado en Ciencias Jurídicas y Sociales<br>El estudio del recurso de queja en el contexto del arbitraje es relevante debido al aumento exponencial en el número de ingresos en Cortes de Apelaciones, donde además es habitual entre las partes la renuncia voluntaria a todo recurso, siendo esta la única vía de impugnación, que, a pesar de tener una naturaleza disciplinaria, eventualmente permite a las partes la enmienda, revocación o invalidación de la sentencia. En la primera parte de esta memoria de investigación se ofrece al lector una caracterización de la in
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Hidalgo, Díaz Maria-Fernanda. "Laudo Parcial de fecha 20 de enero de 2021, recaído en el Caso Arbitral N° 011-2020-ARB." Bachelor's thesis, Pontificia Universidad Católica del Perú, 2021. http://hdl.handle.net/20.500.12404/20109.

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El laudo parcial analizado aborda problemáticas jurídicas referidas a dos excepciones planteadas en el marco de un arbitraje de salud. La primera excepción es de oscuridad y/o ambigüedad en el modo de proponer la demanda, respecto de la cual se analiza su vinculación con la fijación de puntos controvertidos. La segunda excepción es una mediante la cual se cuestiona la competencia del Tribunal Unipersonal por no haberse acreditado la existencia de un convenio arbitral ni una norma con rango legal que obligue a las partes a resolver sus controversias en el marco de un arbitraje. Vinculado
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Jonsson, Lisa, and Joel Valdemarsson. "Tjänster och lönsamhet med ett batterilager till en solcellspark : En fallstudie om att implementera ett batterilager till Vasakronans solcellspark i Uppsala." Thesis, Uppsala universitet, Byggteknik och byggd miljö, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-433202.

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The installed capacity of electricity produced from solar power has increased over the years and will do so even further. A lot of companies are investing in so-called solar parks to create large scale electricity production from solar power. With intermittent energy sources such as solar power comes challenges for the electricity net where storage systems can play an important role to handle these challenges. Storage systems connected to renewable energy can also be a way to increase the economic benefits of a system.  This study investigates whether a lithium-ion battery system connected to
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17

Vazquez, gonzalez Thibaud. "Schémas numériques mimétiques et conservatifs pour la simulation d'écoulements multiphasiques compressibles." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLC051/document.

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Dans certaines simulations numériques exigeantes de mécanique des fluides, ilest nécessaire de simuler des écoulements multiphasiques impliquant de nombreuses contraintes simultanées : nombre de fluides important, évolutions compressibles à la fois isentropes et fortement choquées, équations d’états variables et contrastées, déformations importantes et transport surdes longues distances. Afin de remplir ces objectifs de manière robuste, il est nécessaire que la cohérence thermodynamique du schéma numérique soit vérifiée.Dans le premier chapitre, un schéma de type Lagrange plus projection est p
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Marboeuf, Alexis. "Schémas ALE multi-matériaux totalement conservatifs pour l'hydrodynamique." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLX015/document.

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Ce sujet de thèse s’inscrit dans le cadre des études actuellement menées au CEA/DAM concernant des schémas numériques ALE (Arbitrary-Lagrangian-Eulerian)de type « Lagrange + Projection », dans le contexte des simulations hydrodynamiques mutli-matériaux en grandes déformations. Ces schémas doivent respecter les équations de conservation de la masse, de la quantité de mouvement et de l’énergie totale.Les schémas décalés en temps et en espace sont très utilisés dans les codes industriels. Ils sont robustes et permettent une bonne approximation des comportements complexes, mais sont connus pour ne
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Raminosoa, Ando. "Actionneur linéaire rapide - Application aux soupapes électromagnétiques." Phd thesis, Université de Grenoble, 2012. http://tel.archives-ouvertes.fr/tel-00750824.

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Pour réduire les émissions de gaz polluants, les constructeurs automobiles cherchent à mieux contrôler le volume d'air introduit dans le moteur pour optimiser la combustion. Des dispositifs mécaniques ou hydrauliques couplés avec l'arbre à cames sont déjà en place dans certaines voitures et permettent des gains de 8 à 10% sur la consommation de carburant. L'utilisation d'un actionneur électromagnétique à la place de l'arbre à cames (application " camless ") pour commander les soupapes améliore nettement ce gain (15 à 20%). Les travaux de cette thèse consistent à modéliser une structure choisie
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Ribicic, Dario. "The Relationship between EU Law and the Energy Charter Treaty : Possible Implications of EU Membership on the Jurisdiction of Arbitral Tribunals in intra-EU Investor-State Disputes under the ECT." Thesis, Uppsala universitet, Juridiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-412169.

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Dispersyn, Eléonore. "Kant, Fichte, Schelling: essai sur la nature du mal." Doctoral thesis, Universite Libre de Bruxelles, 2006. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210810.

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Progression d'un concept, le mal radical, dans trois textes :La Religion dans les limites de la simple raison (Kant), Le système de l'Ethique (Fichte), et Le Traité de 1809 (Schelling). Origine ultime du mal :libre arbitre ou détermination ?Responsabilité et liberté du mal. Mal moral et métaphysique du mal/ Advance of a concept: radical evil, in three readings: Religion within the Limits of Mere Reason (Kant), System of Ethics (Fichte), and Treatise of 1809 (Schelling).Ultimate origin of evil: free will or determination? Responsibility and freedom to evil. Moral evil and metaphysics of evil.<b
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Reis, Nuno Alexandre Tirapicos Dos Santos. "The EU ETS: a tale of arbitrage opportunities." Master's thesis, 2019. http://hdl.handle.net/10362/69927.

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This work studies the presence of arbitrage opportunities following the announcements of the Market Stability Reserve of the EU ETS on May 2017, using the cost of carry model and three EUA futures contracts – December 2016, December 2017 and December 2018. The results suggest a long-run link between the spot and futures prices, but the cost of carry model does not explain well the price dynamics in the short run, which might be a sign for the presence of arbitrage opportunities in this market. These conclusions are especially important for European authorities, since they convey the inefficien
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Fares, Robert Leo. "A dynamic model-based estimate of the potential value of a vanadium redox flow battery for energy arbitrage and frequency regulation in Texas." Thesis, 2012. http://hdl.handle.net/2152/ETD-UT-2012-08-6271.

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Large-scale electrochemical energy storage is a technology that is uniquely suited to integrate intermittent renewable energy sources with the electric grid on a large scale. Grid-based energy storage also has the potential to reduce costs associated with periods of peak electric demand. For these reasons, this work describes the potential applications for grid-based energy storage, and then reviews large-scale energy storage technology innovations since the development of the lead-acid battery. The potential value of grid-based battery energy storage is discussed in the context of restructure
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Constantino, Ana Carina Galveias. "A arbitragem de investimento." Master's thesis, 2015. http://hdl.handle.net/10071/10777.

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O objetivo do presente trabalho consiste em analisar de forma transversal as várias questões levantadas pela arbitragem de investimento. Em primeiro lugar, e por ser essencial para a compreensão do tema, começaremos por apresentar uma noção de arbitragem de investimento e a respetiva evolução história, expondo as características que a diferenciam em especial da arbitragem comercial. Seguidamente, faremos uma análise do Centro Internacional para a Resolução de Diferendos sobre Investimentos (ICSID), instituído pela Convenção de Washington, celebrada em 1965. Abordaremos, questões como o conce
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HUANG, SZE-TING, and 黃思婷. "Arbitrary TENS Waveform Modulated High Energy Pulsed Radiofrequency Stimulator and Clinical Trails." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/ey7eh3.

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碩士<br>國立臺北科技大學<br>電子工程系<br>107<br>The purpose of this study is to combine both advantages of transcutaneous electrical nerve stimulation(TENS) and radiofrequency(RF) for treatment of pain.Accroding to analgesic effects of TENS based on the gate control theory, we combine it with RF electric field to improve the limited by epidermal impedance is too high to directly stimulate the pain points. So we modulate TENS and RF into a new stimulation waveform. This PRF peripheral nerve stimulation is mainly divided into five parts; 1) Power source. 2) The circuit of RF modulated by TENS. 3) Voltage and
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Kuo, Teng-yao, and 郭登堯. "The discrete energy-state computation of hetero-structure quantum dot in arbitrary shape." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/72250558576194619339.

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博士<br>逢甲大學<br>機械與航空工程博士學位學程<br>101<br>A finite volume method is used to calculate the discrete energy states of hetero-structure quantum dots in arbitrary shape via Schrödinger equation. We integrated time-dependent Schrödinger equation through imaginary time, and iterated the normalized wave function to obtain discrete energy-state wave functions (eigenfunctions) and corresponding energies (eigenvalues). To deal with complicated geometry of hetero-structure quantum dots in arbitrary shape, we embedded the shape of quantum dots in Cartesian coordinate system by stepwise geometry approximation.
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Runnels, Brandon Scott. "A Model for Energy and Morphology of Crystalline Grain Boundaries with Arbitrary Geometric Character." Thesis, 2016. https://thesis.library.caltech.edu/9053/1/thesis.pdf.

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<p>It has been well-established that interfaces in crystalline materials are key players in the mechanics of a variety of mesoscopic processes such as solidification, recrystallization, grain boundary migration, and severe plastic deformation. In particular, interfaces with complex morphologies have been observed to play a crucial role in many micromechanical phenomena such as grain boundary migration, stability, and twinning. Interfaces are a unique type of material defect in that they demonstrate a breadth of behavior and characteristics eluding simplified descriptions. Indeed, modeling the
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Leroy, Jean-Pierre. "The quantum kinetic energy operator for arbitrary motion of a group of particles in terms of generalized Jacobi vectors and general noninertial frame." 1988. http://hdl.handle.net/1993/16761.

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Olík, Miloš. "Ochrana investic v Evropské unii." Doctoral thesis, 2017. http://www.nusl.cz/ntk/nusl-368717.

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1 Abstract This dissertation deals with investment protection in the European Union from several points of view. The first part deals with the history of investment protection and its main basis and grounds for current legislation and proposals for future regulation, particularly within the EU. In subsequent parts, current legislation and intra-European Union investment protection is analysed in detail, including the question of validity and applicability of Intra-EU BITs, i.e. bilateral treaties concluded between two EU Member States. The analysis is made from the perspective of EU law, as we
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Fecák, Tomáš. "Mezinárodní dohody o ochraně investic a právo Evropské unie." Doctoral thesis, 2015. http://www.nusl.cz/ntk/nusl-351052.

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The relationship between international investment agreements and EU law has attracted increased attention in past few years. The aim of this thesis is to bring a detailed analysis of various aspects of this complicated relationship. In attainment of this aim it proceeds in the following steps. After a short introduction (Chapter I.), Chapter II. briefly overviews typical content of bilateral investment treaties, following with a more detailed analysis of relevant EU law rules concerning foreign investment and subsequent comparison of both sets of rules. Chapter III. deals with investment agree
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Štamberk, David. "Investiční politika Evropské unie - ochrana přímých zahraničních investic." Doctoral thesis, 2017. http://www.nusl.cz/ntk/nusl-354451.

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Investment Policy of the European Union - protection of foreign direct investment Abstract One of the changes brought about by the Lisbon Treaty is the explicit inclusion of foreign direct investment and its protection in the common commercial policy of the European Union. This is one of the areas of exclusive competence of the EU. The European Union has subsequently stated negotiating bilateral agreements governing, inter alia, investment issues. However, it has not been spared from controversy and negative publicity that has been accompanying especially the TTIP and the CETA. This work aims
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